Session
RTH OPEN
New York
16:00 ET CLOSE
UTC
20:00:00
Daily Recap · Wednesday, May 27, 2026

A disciplined session, led by FDS-01 and futures.

Portfolio closed the day at +$8,427 on 21 trades, a +1.42% session against SPY +0.31%. Drawdown unchanged at −0.8%. All systems nominal.

Day P&L
+$8,427
+1.42% · vs SPY +0.31%
Trades
21
14 closed, 7 still open
Win Rate (today)
71%
10W / 4L closed
MTD
+$24,841
+4.08% · 16 sessions

Session narrative

Written 16:02 ET

Markets opened modestly higher with SPY +0.18% at the bell, and the day's strongest contribution came from FDS-01, which captured the morning weakness in NVDA and AVGO with two textbook discount-swing entries. NVDA closed the position at +1.4% against an entry on the 0.50 Fibonacci retrace; AVGO is still held into Thursday.

RuleOfOne took the second-largest share, capitalizing on a high-of-range breakout in ES at 5840.25 just after 11:00 ET. The position is held with a stop-limit child at the broker, sized to one ES contract. NQ contributed a second smaller leg.

Bot-C VRO fired three signals in mid-cap names (META, AMZN, TSLA); two profitable, one stopped on TSLA with a clean −$208. BB-Scalp on MNQ produced eight short scalps against the upper Bollinger band, netting +$418.

No kill switches triggered, no manual interventions required. The IntradayFade rotation strategy remains paused while the 5-day kill switch is reviewed; daily-trend rule unchanged from the v1.3 freeze.

"When the session's largest contribution comes from the strategy with the most validation pedigree, the day is a confirmation, not a surprise."

Today's contributors

+$8,427
StrategyTradesP&LShare
FDS-012+$2,77133%
RuleOfOne5+$3,24038%
Bot-C VRO3+$1,12413%
Bot1 VWAP2+$6828%
BB-Scalp8+$4185%
News Bot1+$1922%
Total+$8,427100%

Best & worst trades

Closed today
TradeStrategyP&LHold
ES +2 contractsRuleOfOne+$3,2503h 12m
NVDA +200FDS-01+$1,8472h 48m
META +100Bot-C VRO+$84742m
MSTR +40Bot1 VWAP+$24622m
Losses
TSLA +75Bot-C VRO−$20826m
AAPL +85News Bot−$11828m

Risk & events

Nominal day
Kill switches triggered0
Manual interventions0
Stale-feed alerts0
Phantom-position reconcile0
Day-loss limit usage0% of $25k cap
Max intraday drawdown−0.4%
Realized vol (intraday)8.4%
SPY realized vol11.2%
News-bot signals received17 (1 traded)

Tomorrow's watchlist

Setups primed
SymbolStrategySetupTrigger
AVGOFDS-01Held overnight; 0.50 fib retrace pending$1,824
PANWFDS-01Discount setup · 2 of 5 swings done$378.40
ASMLNews BotEarnings cycle · analyst PT changes due
SPOTFDS-01Anchor swings forming on 1Htracking
ESRuleOfOneHigh-of-range breakout watch · 5845 trigger5845.00
MNQBB-ScalpContinuation regime · band scalpslive

Market regime

As of close
SPY trend (50d)UP
VIX14.82 (low-vol)
Vol regimeRegime 2 (calm)
Bond yields (10Y)4.18%
DXY103.42 (neutral)
Breadth (S&P)62% above 50d MA
Risk-on / risk-offMild risk-on
Economic calendar tomorrowGDP rev. · 08:30 ET
Regime is favorable for mean-reversion strategies (BB-Scalp, FDS-01). Trend strategies (RuleOfOne) operating in steady conditions. No regime change signaled.
Quanta Privé
Daily recap · auto-generated · 16:02 ET
Quanta Privé is a private quantitative trading practice. Nothing herein constitutes investment advice.